QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | Public Attributes | List of all members
AssetSwap::results Class Reference

Results from simple swap calculation More...

#include <ql/instruments/assetswap.hpp>

+ Inheritance diagram for AssetSwap::results:
+ Collaboration diagram for AssetSwap::results:

Public Member Functions

void reset () override
 
- Public Member Functions inherited from Swap::results
void reset () override
 
void reset () override
 
- Public Member Functions inherited from PricingEngine::results
virtual ~results ()=default
 
virtual void reset ()=0
 

Public Attributes

Spread fairSpread
 
Real fairCleanPrice
 
Real fairNonParRepayment
 
- Public Attributes inherited from Swap::results
std::vector< ReallegNPV
 
std::vector< ReallegBPS
 
std::vector< DiscountFactorstartDiscounts
 
std::vector< DiscountFactorendDiscounts
 
DiscountFactor npvDateDiscount
 
- Public Attributes inherited from Instrument::results
Real value
 
Real errorEstimate
 
Date valuationDate
 
std::map< std::string, ext::any > additionalResults
 

Detailed Description

Results from simple swap calculation

Definition at line 123 of file assetswap.hpp.

Member Function Documentation

◆ reset()

void reset ( )
overridevirtual

Reimplemented from Instrument::results.

Definition at line 423 of file assetswap.cpp.

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Member Data Documentation

◆ fairSpread

Spread fairSpread

Definition at line 125 of file assetswap.hpp.

◆ fairCleanPrice

Real fairCleanPrice

Definition at line 126 of file assetswap.hpp.

◆ fairNonParRepayment

Real fairNonParRepayment

Definition at line 126 of file assetswap.hpp.